Senior Equity Derivatives Trader

Simon Harris

Event-Driven

<ul>
<li>Weekly summary of vol changes and moves across Global Markets</li>
<li>Analysing ATM volatility and skew changes over the last 5 days</li>
<li>We suggest a few trades to take advantage of the implied vol surfaces</li>
</ul>


Weekly summary of vol changes and moves across Global Markets
Analysing ATM volatility and skew changes over the last 5 days
We suggest a few trades to take advantage of the implied vol surfaces


EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades

Chart based progressive global trading strategies, Chart Partners

Thomas Schroeder

Chart based progressive global trading strategies

Chart Partners

Chart Partners objective is to discover medium-term cycle turns and profit opportunities before they unfold, within structural trends while preserving capital with clear degrees of risk. We have real return ideas. 

Markets are dynamic and trading systems must reflect this. It is crucial to determine underlying correlations and lead-lag relationships within global markets and the impact on linked instruments. Our weekly Chartonics product gives you short-term trading strategies that can be applied within the medium and longer term macro trends that are mapped out in our strategy updates. 

Our methodology fuses global market variables and isolates drivers in trends. We specialize in FX, index trade in NY and Asia with a focus on Asian stocks. 

Technical Analysis

<ul>
<li>Our biggest shift in Asia stems from reversing from short to long Japan and Taiwan. We have held a positive view in Australia and Thailand.</li>
<li>SPX bounce call from 3,800 to 3,950, is lacking needed energy. Flat pattern wants to press lower post bounce and represents pullback risk in Asia as does an oversold USD.</li>
<li>Asia longs are tactical in nature but have the ability to run into late January within the context of a larger degree Q1 equity bear cycle.</li>
</ul>


Our biggest shift in Asia stems from reversing from short to long Japan and Taiwan. We have held a positive view in Australia and Thailand.
SPX bounce call from 3,800 to 3,950, is lacking needed energy. Flat pattern wants to press lower post bounce and represents pullback risk in Asia as does an oversold USD.
Asia longs are tactical in nature but have the ability to run into late January within the context of a larger degree Q1 equity bear cycle.


<ul>
<li>JGB band shifting has been unable to calm down Fixed Income markets</li>
<li>The BOJ is being forced to intervene in both bond and currency markets due to a pick-up in volatility</li>
<li>Equity vol has yet to react and we see an opportunity to pick-up some gamma/vega</li>
</ul>


JGB band shifting has been unable to calm down Fixed Income markets
The BOJ is being forced to intervene in both bond and currency markets due to a pick-up in volatility
Equity vol has yet to react and we see an opportunity to pick-up some gamma/vega


EQD | NKY Index: Equity Vol Has yet to React to Increased Bond Vol. Use Current Lull to Pick up Vega

Japan

The Nikkei-225 Stock Average is a price-weighted average of 225 top-rated Japanese companies listed in the First Section of the Tokyo Stock Exchange. The Nikkei Stock Average was first published on May 16, 1949, where the average price was ¥176.21 with a divisor of 225. 

Nikkei 225 (NKY INDEX)

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades

A weekly look at spot, vol and skew changes across 8 global Indices. We analyse the changes and try to identify the best trades based on the vol...

Simon Harris

Asia Long Bets

Our biggest shift in Asia stems from reversing from short to long Japan and Taiwan. We have held a positive view in Australia and Thailand.

Thomas Schroeder

EQD | NKY Index: Equity Vol Has yet to React to Increased Bond Vol. Use Current Lull to Pick up Vega

We analyse the recent pick-up in bond and currency volatility in Japan and look for opportunities in the equity space. We propose some trade ideas...

Simon Harris

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades

A weekly look at spot, vol and skew changes across 8 global Indices. We analyse the changes and try to identify the best trades based on the vol...

Simon Harris

EQD | Volatility Update: Weekly Review of Vol Changes and Best Trades

A weekly look at spot, vol and skew changes across 8 global Indices. We analyse the changes and try to identify the best trades based on the vol...

Simon Harris